V-Lab: Sinar Mas Multiartha Tbk PT Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sinar Mas Multiartha Tbk PT Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.45% (0.00%)

Analysis last updated: Thursday, May 2, 2024 at 03:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6307	2.79
$α$	0.4279	7.53
$β$	0.4712	9.14
$γ_{1}$	-0.6185	-2.19
$γ_{2}$	0.7938	1.95
$γ_{3}$	-0.4938	-1.83
$γ_{4}$	0.6121	2.70
$γ_{5}$	-0.3465	-1.65
$γ_{6}$	-0.2412	-1.07
$γ_{7}$	0.9286	4.51
$γ_{8}$	-1.0989	-5.23
$γ_{9}$	0.4174	1.33
$γ_{10}$	0.2028	0.72

Estimation Period:
Jul 5, 1995 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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